-44.5%
KHC vs MKC
+48.2%
-92.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | -0.1% |
| 7D | -4.6% | -7.0% | +2.4% | -0.9% |
| 30D | +8.1% | +4.1% | +4.0% | +5.9% |
| 3M | 0.0% | -10.3% | +10.3% | +5.7% |
| 6M | +7.9% | +1.7% | +6.2% | +6.7% |
| YTD | +5.3% | -29.1% | +34.4% | +24.5% |
| 1Y | +5.1% | -26.0% | +31.1% | +21.4% |
| 3Y | -12.8% | -21.5% | +8.7% | -3.4% |
| 5Y | -16.2% | -35.0% | +18.8% | +0.2% |
| 10Y | -52.3% | +25.6% | -77.8% | -64.2% |
| All | -44.5% | +48.2% | -92.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling